VIF and multicollinearity diagnostics

By Thom

(This article was first published on R code – Serious Stats, and kindly contributed to R-bloggers)

In the book I use the car package to get VIF and other multicollinearity diagnostics. I’ve occasionally found this breaks down (usually through mixing different versions of R on different machines at work home or on the move). I recently saw the mctest package and thought it would be useful to use that as a backup – and also because it offers a slightly different set of diagnostics.

If you’d like to try it out I’ve written a helper function that makes it easier apply directly to a linear model. You can find the function and a simple example here.

Filed under: R code, serious stats Tagged: multicollinearity, R, statistics, vif

To leave a comment for the author, please follow the link and comment on their blog: R code – Serious Stats. offers daily e-mail updates about R news and tutorials on topics such as: Data science, Big Data, R jobs, visualization (ggplot2, Boxplots, maps, animation), programming (RStudio, Sweave, LaTeX, SQL, Eclipse, git, hadoop, Web Scraping) statistics (regression, PCA, time series, trading) and more…

Source:: R News

Leave a Reply

Your email address will not be published. Required fields are marked *

Time limit is exhausted. Please reload CAPTCHA.